-99.9%
DFNS vs NVS
+54.6%
-154.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.5% | -4.6% |
| 7D | +4.6% | -15.4% | +20.0% | +9.8% |
| 30D | -73.9% | -12.3% | -61.6% | -72.9% |
| 3M | -71.7% | -7.8% | -63.9% | -70.5% |
| 6M | -94.6% | -13.0% | -81.6% | -94.3% |
| YTD | -98.1% | +2.8% | -100.8% | -98.0% |
| 1Y | -98.3% | +10.6% | -108.9% | -98.3% |
| All | -99.9% | +54.6% | -154.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling